+99.7%
NI vs SITM
+4,437.5%
-4,337.8%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | -0.5% |
| 7D | +1.3% | +3.7% | -2.4% | +1.1% |
| 30D | -0.3% | -14.5% | +14.2% | +0.4% |
| 3M | -9.5% | -10.6% | +1.1% | -9.5% |
| 6M | -10.2% | +65.5% | -75.8% | -13.4% |
| YTD | +1.8% | +67.0% | -65.2% | -2.1% |
| 1Y | +5.7% | +138.6% | -132.9% | -0.6% |
| 3Y | +69.6% | +421.8% | -352.2% | +48.5% |
| 5Y | +95.8% | +172.4% | -76.7% | +70.2% |
| All | +99.7% | +4,437.5% | -4,337.8% | +20.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SITM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling